The Resource Exchange rate pass-through in the euro area : the role of asymmetric pricing behavior, Hamid Faruqee

Exchange rate pass-through in the euro area : the role of asymmetric pricing behavior, Hamid Faruqee

Label
Exchange rate pass-through in the euro area : the role of asymmetric pricing behavior
Title
Exchange rate pass-through in the euro area
Title remainder
the role of asymmetric pricing behavior
Statement of responsibility
Hamid Faruqee
Creator
Contributor
Author
Issuing body
Subject
Language
eng
Summary
Exchange rate pass-through in a set of euro area prices along the pricing chain is examined. Using a vector autoregression (VAR) approach, the empirics analyze the joint time-series behavior of the euro exchange rate and a system of euro-area prices in response to an exchange rate shock. The impulse-response functions from the VAR estimates are used to identify-in a 'new open economy macroeconomics model'-those key behavioral parameters that best replicate the pattern of exchange rate pass-through in the euro area. Area-wide prices are found to display incomplete pass-through, consistent with euro currency-pricing and pricing-to-market behavior. The results are compared to those for the other major industrial economies, and suggest that, as with the United States, "expenditure-switching" effects on the current account still operate but are generally small
Member of
Action
digitized
Cataloging source
OCLCE
Dewey number
332.456094073
Illustrations
illustrations
Index
no index present
LC call number
HG3881.5.I58
LC item number
W67 no.04/14
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
IMF working paper
Series volume
WP/04/14
Label
Exchange rate pass-through in the euro area : the role of asymmetric pricing behavior, Hamid Faruqee
Publication
Antecedent source
file reproduced from original
Bibliography note
Includes bibliographical references (pages 23-26)
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Color
black and white
Content category
text
Content type code
txt
Content type MARC source
rdacontent
Control code
ocn646885594
Dimensions
unknown
Extent
1 online resource (26 pages)
File format
one file format
Form of item
online
Isbn
9781451891201
Media category
computer
Media MARC source
rdamedia
Media type code
c
Other physical details
illustrations
http://library.link/vocab/recordID
.b37167200
Reproduction note
Electronic reproduction.
Specific material designation
remote
System control number
  • (OCoLC)646885594
  • imf1281089095
System details
Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.

Library Locations

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      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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